Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1551446.0473 | 1443712.0834 | 107733.964 | 7305779.8691 | -1349936.5377 | 8655716.4067 |
Total P&L (%) | 1551.446 | 1443.7121 | 107.734 | 7305.7799 | -1349.9365 | 8655.7164 |
Avg Daily Profit (%) | 0.869 | 0.8087 | 0.0603 | 0.2414 | 0 | 0.2508 |
Buy And Hold Return (%) | 270.1444 | 270.1444 | 270.1444 | 270.1444 | 270.1444 | 270.1444 |
Max Trade Drawdown | -127949 | -113179 | -54192 | -27917324 | -22791946 | -10436038 |
Profit Factor | 4.2322 | 7.0775 | 1.4444 | 1.0819 | 0.9714 | 1.206 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 30 | 24.4444 | 35.5556 | 30 | 24.4444 | 35.5556 |
Ratio Avg Win / Avg Loss | 9.8752 | 21.8759 | 2.6179 | 2.5245 | 3.0024 | 2.1859 |
Largest Winning Trade | 1003219 | 1003219 | 69083 | 12527624 | 12527624 | 10351998 |
Largest Losing Trade | -26991 | -17326 | -26991 | -5302687 | -5302687 | -3782918 |
Avg Bars in Trades | 76 | 58 | 93 | 76 | 58 | 93 |
Avg Bars in Winners | 199 | 177 | 214 | 199 | 177 | 214 |
Avg Bars in Losers | 23 | 19 | 27 | 23 | 19 | 27 |
Bars Traded | 6848 | 2620 | 4228 | 6848 | 2620 | 4228 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434960 | -11599 | -281595 | -128435 | -610197 | 127491 |
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7141, "evaluation_days": 1785.25, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1609070400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758917278662, "expiration_time": 1763342568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 1551446.0473443049, 1443712.0833563404, 107733.9639879653, 7305779.8690534, -1349936.537669924, 8655716.406723319 ], [ 1551.446047, 1443.712083, 107.733964, 7305.779869, -1349.936538, 8655.716407 ], [ 0.869036, 0.808689, 0.060347, 0.241425, 0, 0.250828 ], [ 270.144431, 270.144431, 270.144431, 270.144431, 270.144431, 270.144431 ], [ -127949, -113179, -54192, -27917324, -22791946, -10436038 ], [ 4.23224, 7.077495, 1.444373, 1.081933, 0.97137, 1.206004 ], [ 90, 45, 45, 90, 45, 45 ], [ 27, 11, 16, 27, 11, 16 ], [ 63, 34, 29, 63, 34, 29 ], [ 30, 24.444444, 35.555556, 30, 24.444444, 35.555556 ], [ 9.875226, 21.875893, 2.617926, 2.52451, 3.002416, 2.185883 ], [ 1003219, 1003219, 69083, 12527624, 12527624, 10351998 ], [ -26991, -17326, -26991, -5302687, -5302687, -3782918 ], [ 76, 58, 93, 76, 58, 93 ], [ 199, 177, 214, 199, 177, 214 ], [ 23, 19, 27, 23, 19, 27 ], [ 6848, 2620, 4228, 6848, 2620, 4228 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 434960, -11599, -281595, -128435, -610197, 127491 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7141, "evaluation_days": 1785.25, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1609070400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758917278662, "expiration_time": 1763342568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|